The interconnected nature of financial systems : direct and common exposures
Year of publication: |
2020
|
---|---|
Authors: | Giudici, Paolo ; Sarlin, P. ; Spelta, A. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 112.2020, p. 1-15
|
Subject: | Bank of International Settlements data | Correlation networks | Exposure networks |
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